When you lose a die, your whole game group can't reroll it ever because it's gone. But if that happens generally we stop play and search around on the floor until we find it, because that ruins the game. We work hard to keep the dice on the table; have you thought of a dice tower or a rolling pad?

I'm sorry, I am punchy from lack of sleep and couldn't resist!!! Darren is correct on all points. You can roll on your turn until you have no more dice. I usually quit if I've lost the ability to capture a Shiro.